Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 17.851778 20.359551 23.061762 26.186082 29.694954 33.509991 37.967986
2025-01-12 13.914313 17.264556 21.154319 25.988749 31.819692 38.608305 47.092512
2025-01-19 11.278185 14.790629 19.072370 24.648446 31.687808 40.245919 51.401989
2025-01-26 10.107998 13.906145 18.734410 25.278124 33.864640 44.690865 59.309453
2025-02-02 9.233770 13.242722 18.527108 25.938742 35.990368 49.061432 67.243429
2025-02-09 8.235431 12.281332 17.798433 25.787224 36.957345 51.901512 73.262099
2025-02-16 7.337506 11.350314 16.998441 25.422933 37.539196 54.178179 78.560699
2025-02-23 6.716792 10.747286 16.588094 25.539544 38.748700 57.323240 85.160813
2025-03-02 6.227976 10.286363 16.330197 25.829836 40.185827 60.819261 92.388476
2025-03-09 5.741435 9.777975 15.949298 25.887307 41.251328 63.797629 98.976282
2025-03-16 5.237414 9.191867 15.395022 25.622887 41.787717 65.990582 104.473333
2025-03-23 4.889397 8.825717 15.150076 25.808842 43.001906 69.225278 111.649704
2025-03-30 4.690372 8.700203 15.293455 26.642299 45.310148 74.291098 121.957625
2025-04-06 4.297606 8.206367 14.793373 26.387484 45.856296 76.647867 128.176585
2025-04-13 3.756640 7.397889 13.695876 25.045399 44.520977 75.928446 129.445651
2025-04-20 3.599882 7.271531 13.759361 25.678564 46.496394 80.603676 139.578300
2025-04-27 3.461198 7.165182 13.846510 26.350748 48.563312 85.509676 150.290677
2025-05-04 3.211618 6.824247 13.484753 26.196371 49.183439 88.029223 157.142752
2025-05-11 2.955085 6.445908 13.024310 25.826984 49.393073 89.848936 162.875137
2025-05-18 2.784531 6.223800 12.838050 25.945226 50.469569 93.183775 171.315279
2025-05-25 2.648896 6.060778 12.751161 26.239771 51.873414 97.136451 180.975502
2025-06-01 2.495765 5.847209 12.549317 26.298072 52.837075 100.346667 189.456472
2025-06-08 2.318807 5.566442 12.192933 26.029801 53.167075 102.430400 196.011122